We see that the wise man came to visit Jesus, and that King Herod was disturbed because he felt threatened by Jesus presence. These wise men followed the star (which gives light and points to Jesus, like we want to do this year for youth group!) We see that Herod tried to be alright with it but schemed a plan but God knows all of our plans and so they went back home a different way for protection.
I think its funny that Herod had wise men and he was mad the they outwitted him, isn't that the purpose of the wise men? We see that God is already shaping the path of Jesus but not only that we see that the scriptures were made true by these actions- and that is the important part in all of this to fulfill the scriptures and prophets of the OT.
Herod was was worried that Jesus was more powerful than him (that he was right about) so he told the wise men to bring Jesus to him. God always protects us there is nothing that can stand before us if we are in his arms. He has always protected us it was all planed out in advance like how all these things about Jesus were prophesied in advance.
We need to have confidence in God and that he can protect is through our faith. There is a difference between being having faith and being arrogant being arrogant is telling everyone else that you are better than them and you did it all by your self. Having faith is telling everyone one God has saved me, made me strong and is my protection against all evil.
If you have unbreakable faith that can not be shattered you can face any adversity.